Tracking CTAs since 1994
Altis Partners (Jersey) Limited
Altis Enhanced Macro
Principal(s): Portfolio Manager: Dr. Joel Gibbons
Strategy: Global Macro Strategy
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Le Quai House | Le Quai D'Auvergne, St. Helier | Jersey, JE2 3TN Channel Islands | + 44 (0) 1534 787 700 | Emma@altispartners.com | Request Broker Assistance
Trading Description, Risk Strategy & Background
The Altis Enhanced Macro ("AEM") is a fully systematic global macro futures strategy that dynamically allocates both long and short exposures across futures markets such as bonds, short interest rates, and commodities in an attempt to consistently capitalise on new trading opportunities as they arise. The approach is simple in concept: read the markets, update our predicted returns for each asset in our investable universe, and carefully rebalance the portfolio in an attempt to optimise the ongoing trade-off between risk and expected returns. Our prediction indicators are based on persistent and well researched sources of expected alpha: trend, yield, and cross-asset valuation. When taken together and coupled with a sophisticated optimisation and risk management framework, we believe a persistent edge is possible - an edge that is particularly well suited to the current market environment. An edge that should deliver a stream of uncorrelated returns driven by flux and uncertainty as markets adjust to new macro realities. The program focuses on only the most liquid futures markets, thereby accessing the benefits of an active trading approach while keeping transaction costs to a minimum, even at large scale. In an environment where the traditional 60/40 allocation model appears to be changing, Altis Enhanced Macro offers investors an alterative strategy to diversify their portfolios.
N/A
N/A
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.57% | 3.51% | – | – | – | – | – | – | – | – | – | – | 5.13% | 0.00% |
| 2025 | 0.86% | 0.53% | 4.28% | -2.60% | -3.74% | -0.71% | 2.80% | -0.67% | 1.03% | 1.88% | 0.83% | 0.59% | 4.92% | -6.91% |
| 2024 | 3.02% | 10.71% | 4.45% | 8.55% | -1.73% | -1.59% | -4.08% | -3.36% | -0.20% | 2.10% | -0.31% | 2.38% | 20.58% | -10.53% |
| 2023 | -2.71% | 10.82% | -5.04% | 8.60% | 4.24% | -0.79% | -1.90% | 0.74% | 3.87% | 0.36% | -2.13% | -1.53% | 14.15% | -5.04% |
| 2022 | – | – | 0.20% | 7.59% | 0.52% | -0.82% | -0.76% | 0.94% | 1.13% | 2.89% | -7.12% | 0.61% | 4.69% | -7.12% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.